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Details about Susan Thorp

Workplace:Discipline of Finance, Business School, University of Sydney, (more information at EDIRC)

Access statistics for papers by Susan Thorp.

Last updated 2024-08-11. Update your information in the RePEc Author Service.

Short-id: pth50


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Working Papers

2016

  1. Complex Decision Making: The Roles of Cognitive Limitations, Cognitive Decline and Ageing
    Economics Papers, Economics Group, Nuffield College, University of Oxford Downloads View citations (14)

2015

  1. Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics
    NCER Working Paper Series, National Centre for Econometric Research Downloads
    See also Journal Article Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics, Journal of Futures Markets, John Wiley & Sons, Ltd. (2016) Downloads View citations (29) (2016)
  2. How portfolios evolve after retirement: evidence from Australia
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2013) Downloads View citations (2)
    Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney (2013) Downloads View citations (4)

    See also Journal Article How Portfolios Evolve after Retirement: Evidence from Australia, The Economic Record, The Economic Society of Australia (2016) Downloads View citations (24) (2016)
  3. Suspicious Minds (can be a good thing when saving for retirement)
    Discussion Papers, School of Economics, The University of New South Wales Downloads View citations (2)

2013

  1. As Easy as Pie: How Retirement Savers use Prescribed Investment Disclosures
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads
    See also Journal Article As easy as pie: How retirement savers use prescribed investment disclosures, Journal of Economic Behavior & Organization, Elsevier (2016) Downloads View citations (16) (2016)
  2. Financial Autarchy as Contagion Prevention: The Case of Colombian Pension Funds
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads
    See also Journal Article Financial Autarchy as Contagion Prevention: The Case of Colombian Pension Funds, Emerging Markets Finance and Trade, Taylor & Francis Journals (2014) Downloads View citations (3) (2014)

2012

  1. Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (10)
    Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2012) Downloads View citations (15)

    See also Journal Article Endogenous crisis dating and contagion using smooth transition structural GARCH, Journal of Banking & Finance, Elsevier (2015) Downloads View citations (49) (2015)
  2. Estimating Consumption Plans for Recursive Utility by Maximum Entropy Methods
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (1)
  3. The Tortoise and the Hare: Risk Premium Versus Alternative Asset Portfolios
    Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney Downloads View citations (7)

2011

  1. Economic Rationality, Risk Presentation, and Retirement Portfolio Choice
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    Also in Working Papers, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales (2011) Downloads
  2. Financial Competence, Risk Presentation and Retirement Portfolio Preferences
    Working Papers, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales Downloads View citations (1)
    See also Journal Article Financial competence, risk presentation and retirement portfolio preferences*, Journal of Pension Economics and Finance, Cambridge University Press (2014) Downloads View citations (8) (2014)
  3. Infrastructure: Real Assets and Real Returns
    Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney Downloads View citations (13)
    See also Journal Article Infrastructure: Real Assets and Real Returns, European Financial Management, European Financial Management Association (2014) Downloads View citations (15) (2014)
  4. Private Equity: Strategies for Improving Performance
    Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney Downloads View citations (1)

2010

  1. Financialization, Crisis and Commodity Correlation Dynamics
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (64)
    See also Journal Article Financialization, crisis and commodity correlation dynamics, Journal of International Financial Markets, Institutions and Money, Elsevier (2013) Downloads View citations (435) (2013)
  2. Hedge Fund Excess Returns Under Time-Varying Beta
    Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney Downloads View citations (3)

2009

  1. Means-Tested Income Support, Portfolio Choice and Decumulation in Retirement
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (3)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2009) Downloads

    See also Journal Article Means-Tested Public Pensions, Portfolio Choice and Decumulation in Retirement, The Economic Record, The Economic Society of Australia (2013) Downloads View citations (21) (2013)

2008

  1. DISCOUNTING AND CONSUMPTION OVER AN UNCERTAIN HORIZON: DRAW-DOWN PLANS FOR FAMILY TRUSTS
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    Also in Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney (2007) Downloads
  2. Piloting a Peer Feedback Program in the Faculty of Business at UTS
    Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney Downloads
  3. SCENARIO ANALYSIS WITH RECURSIVE UTILITY: DYNAMIC CONSUMPTION PLANS FOR CHARITABLE ENDOWMENTS
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    Also in Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney (2007) Downloads View citations (2)
  4. Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH
    NCER Working Paper Series, National Centre for Econometric Research Downloads View citations (7)

2007

  1. Choices and Constraints over Retirement Income Streams: Comparing Rules and Regulations
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (1)
    Also in Discussion Papers, School of Economics, The University of New South Wales (2007) Downloads View citations (1)

    See also Journal Article Choices and Constraints over Retirement Income Streams: Comparing Rules and Regulations, The Economic Record, The Economic Society of Australia (2008) Downloads View citations (4) (2008)
  2. The Private Value of Public Pensions
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads
    See also Journal Article The private value of public pensions, Insurance: Mathematics and Economics, Elsevier (2008) Downloads View citations (3) (2008)

2006

  1. Information processing and measures of integration: New York, London and Tokyo
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads

2005

  1. Asymmetric Risk and International Portfolio Choice
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (1)
  2. Decentralised Portfolio Management: Analysis of Australian Accumulation Funds
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads
  3. Valuing Volatility Spillovers
    Research Papers, Macquarie University, Department of Economics Downloads
    Also in International Finance, University Library of Munich, Germany (2005) Downloads View citations (2)

    See also Journal Article Valuing volatility spillovers, Global Finance Journal, Elsevier (2006) Downloads View citations (22) (2006)

2004

  1. Annuitization and Asset Allocation with HARA Utlity
    Econometric Society 2004 Australasian Meetings, Econometric Society
    See also Journal Article Annuitization and asset allocation with HARA utility, Journal of Pension Economics and Finance, Cambridge University Press (2005) Downloads View citations (37) (2005)
  2. That Courage is not inconsistent with Caution: Foreign Currency Hedging for Superannuation Funds
    Econometric Society 2004 Australasian Meetings, Econometric Society Downloads

1989

  1. The Relationship between Financial Indicators and Economic Activity: Some Further Evidence
    RBA Research Discussion Papers, Reserve Bank of Australia Downloads View citations (11)

1988

  1. Do Financial Aggregates Lead Activity?: A Preliminary Analysis
    RBA Research Discussion Papers, Reserve Bank of Australia Downloads View citations (1)
  2. VAR Forecasting Models of the Australian Economy: A Preliminary Analysis
    RBA Research Discussion Papers, Reserve Bank of Australia Downloads View citations (6)
    See also Journal Article VAR Forecasting Models of the Australian Economy: A Preliminary Analysis, Australian Economic Papers, Wiley Blackwell (1988) View citations (11) (1988)

1987

  1. Money Demand, Own Interest Rates and Deregulation
    RBA Research Discussion Papers, Reserve Bank of Australia Downloads View citations (16)
  2. The Australian Demand Function for Money: Another Look at Stability
    RBA Research Discussion Papers, Reserve Bank of Australia Downloads View citations (15)

Journal Articles

2024

  1. The impact of mortgage broker use on borrower confusion and preferences
    Journal of Economic Behavior & Organization, 2024, 224, (C), 229-247 Downloads

2023

  1. Determinants of early-access to retirement savings: Lessons from the COVID-19 pandemic
    The Journal of the Economics of Ageing, 2023, 24, (C) Downloads
  2. Explaining consumers' progress through life insurance decision states: The role of personal values and consumer characteristics
    Journal of Consumer Affairs, 2023, 57, (3), 1151-1182 Downloads

2022

  1. Defaults, disclosures, advice and calculators: One size does not fit all
    Journal of Behavioral and Experimental Finance, 2022, 35, (C) Downloads
  2. Flexible insurance for long‐term care: A study of stated preferences
    Journal of Risk & Insurance, 2022, 89, (3), 823-858 Downloads View citations (1)
  3. Reducing credit card delinquency using repayment reminders
    Journal of Banking & Finance, 2022, 142, (C) Downloads View citations (2)

2021

  1. Experiences of current and former members of self-managed superannuation funds
    Australian Journal of Management, 2021, 46, (2), 304-325 Downloads View citations (2)

2020

  1. Flicking the switch: Simplifying disclosure to improve retirement plan choices
    Journal of Banking & Finance, 2020, 121, (C) Downloads View citations (2)

2019

  1. Engagement with Retirement Savings: It Is a Matter of Trust
    Journal of Consumer Affairs, 2019, 53, (3), 917-945 Downloads View citations (10)
  2. Reversing disbursement rates to estimate stationary wealth processes for endowments with recursive preferences
    Applied Economics, 2019, 51, (14), 1541-1557 Downloads
  3. Superannuation in Australia: A Survey of the Literature
    The Economic Record, 2019, 95, (308), 141-160 Downloads View citations (12)

2018

  1. First Impressions Matter: An Experimental Investigation of Online Financial Advice
    Management Science, 2018, 64, (1), 288-307 Downloads View citations (9)
  2. Immunity and infection: Emerging and developed market sovereign spreads over the Global Financial Crisis
    Emerging Markets Review, 2018, 34, (C), 162-174 Downloads View citations (2)
  3. Individual Capability and Effort in Retirement Benefit Choice
    Journal of Risk & Insurance, 2018, 85, (2), 483-512 Downloads View citations (12)
  4. One size fits all? Tailoring retirement plan defaults
    Journal of Economic Behavior & Organization, 2018, 145, (C), 546-566 Downloads View citations (22)
  5. Retirement Savings: A Tale of Decisions and Defaults
    Economic Journal, 2018, 128, (610), 1047-1094 Downloads View citations (13)
  6. Who starts a self-managed superannuation fund and why?
    Australian Journal of Management, 2018, 43, (3), 373-403 Downloads View citations (4)

2017

  1. Age pensioner decumulation: Responses to incentives, uncertainty and family need
    Australian Journal of Management, 2017, 42, (4), 583-607 Downloads View citations (17)
  2. Default and naive diversification heuristics in annuity choice
    Australian Journal of Management, 2017, 42, (1), 32-57 Downloads View citations (17)
  3. Design of MySuper default funds: influences and outcomes
    Accounting and Finance, 2017, 57, (1), 47-85 Downloads View citations (4)
  4. Determinants of the crude oil futures curve: Inventory, consumption and volatility
    Journal of Banking & Finance, 2017, 84, (C), 53-67 Downloads View citations (20)

2016

  1. As easy as pie: How retirement savers use prescribed investment disclosures
    Journal of Economic Behavior & Organization, 2016, 121, (C), 60-76 Downloads View citations (16)
    See also Working Paper As Easy as Pie: How Retirement Savers use Prescribed Investment Disclosures, Research Paper Series (2013) Downloads (2013)
  2. Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics
    Journal of Futures Markets, 2016, 36, (6), 522-544 Downloads View citations (29)
    See also Working Paper Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics, NCER Working Paper Series (2015) Downloads (2015)
  3. How Portfolios Evolve after Retirement: Evidence from Australia
    The Economic Record, 2016, 92, (297), 241-267 Downloads View citations (24)
    See also Working Paper How portfolios evolve after retirement: evidence from Australia, CAMA Working Papers (2015) Downloads (2015)
  4. Risk Presentation and Portfolio Choice
    Review of Finance, 2016, 20, (1), 201-229 Downloads View citations (9)

2015

  1. Cohort and target age effects on subjective survival probabilities: Implications for models of the retirement phase
    Journal of Economic Dynamics and Control, 2015, 55, (C), 39-56 Downloads View citations (31)
  2. Endogenous crisis dating and contagion using smooth transition structural GARCH
    Journal of Banking & Finance, 2015, 58, (C), 71-79 Downloads View citations (49)
    See also Working Paper Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH, Research Paper Series (2012) Downloads View citations (10) (2012)
  3. Optimal Annuity Purchases for Australian Retirees
    The Economic Record, 2015, 91, (293), 139-154 Downloads View citations (17)

2014

  1. Financial Autarchy as Contagion Prevention: The Case of Colombian Pension Funds
    Emerging Markets Finance and Trade, 2014, 50, (03), 122-139 Downloads View citations (3)
    Also in Emerging Markets Finance and Trade, 2014, 50, (S3), 122-139 (2014) Downloads View citations (3)

    See also Working Paper Financial Autarchy as Contagion Prevention: The Case of Colombian Pension Funds, Research Paper Series (2013) Downloads (2013)
  2. Financial competence, risk presentation and retirement portfolio preferences*
    Journal of Pension Economics and Finance, 2014, 13, (1), 27-61 Downloads View citations (8)
    See also Working Paper Financial Competence, Risk Presentation and Retirement Portfolio Preferences, Working Papers (2011) Downloads View citations (1) (2011)
  3. Infrastructure: Real Assets and Real Returns
    European Financial Management, 2014, 20, (4), 802-824 Downloads View citations (15)
    See also Working Paper Infrastructure: Real Assets and Real Returns, Working Paper Series (2011) Downloads View citations (13) (2011)
  4. Just Interested or Getting Involved? An Analysis of Superannuation Attitudes and Actions
    The Economic Record, 2014, 90, (289), 160-178 Downloads View citations (18)

2013

  1. Financialization, crisis and commodity correlation dynamics
    Journal of International Financial Markets, Institutions and Money, 2013, 24, (C), 42-65 Downloads View citations (435)
    See also Working Paper Financialization, Crisis and Commodity Correlation Dynamics, Research Paper Series (2010) Downloads View citations (64) (2010)
  2. Means-Tested Public Pensions, Portfolio Choice and Decumulation in Retirement
    The Economic Record, 2013, 89, (284), 31-51 Downloads View citations (21)
    See also Working Paper Means-Tested Income Support, Portfolio Choice and Decumulation in Retirement, Research Paper Series (2009) Downloads View citations (3) (2009)

2012

  1. Financial Competence and Expectations Formation: Evidence from Australia
    The Economic Record, 2012, 88, (280), 39-63 Downloads View citations (18)

2011

  1. Uncertain survival and time discounting: intertemporal consumption plans for family trusts
    Journal of Population Economics, 2011, 24, (1), 239-266 Downloads View citations (2)

2010

  1. Unobservable shocks as carriers of contagion
    Journal of Banking & Finance, 2010, 34, (5), 1008-1021 Downloads View citations (50)

2008

  1. Choices and Constraints over Retirement Income Streams: Comparing Rules and Regulations
    The Economic Record, 2008, 84, (s1), S17-S31 Downloads View citations (4)
    See also Working Paper Choices and Constraints over Retirement Income Streams: Comparing Rules and Regulations, Research Paper Series (2007) Downloads View citations (1) (2007)
  2. The private value of public pensions
    Insurance: Mathematics and Economics, 2008, 42, (3), 1138-1145 Downloads View citations (3)
    See also Working Paper The Private Value of Public Pensions, Research Paper Series (2007) Downloads (2007)

2007

  1. Decentralized investment management: an analysis of non-profit pension funds
    Journal of Pension Economics and Finance, 2007, 6, (1), 21-44 Downloads View citations (5)
  2. Measuring equity market integration using uncorrelated information flows: Tokyo, London and New York
    Journal of Multinational Financial Management, 2007, 17, (4), 275-289 Downloads View citations (4)
  3. SYMMETRIC VERSUS ASYMMETRIC CONDITIONAL COVARIANCE FORECASTS: DOES IT PAY TO SWITCH?
    Journal of Financial Research, 2007, 30, (3), 355-377 Downloads View citations (8)

2006

  1. Valuing volatility spillovers
    Global Finance Journal, 2006, 17, (1), 1-22 Downloads View citations (22)
    See also Working Paper Valuing Volatility Spillovers, Research Papers (2005) Downloads (2005)

2005

  1. Annuitization and asset allocation with HARA utility
    Journal of Pension Economics and Finance, 2005, 4, (3), 225-248 Downloads View citations (37)
    See also Working Paper Annuitization and Asset Allocation with HARA Utlity, Econometric Society 2004 Australasian Meetings (2004) (2004)
  2. ‘That Courage is not Inconsistent with Caution’: Currency Hedging for Superannuation Funds
    The Economic Record, 2005, 81, (252), 38-50 Downloads View citations (1)

1988

  1. VAR Forecasting Models of the Australian Economy: A Preliminary Analysis
    Australian Economic Papers, 1988, 27, 108-20 View citations (11)
    See also Working Paper VAR Forecasting Models of the Australian Economy: A Preliminary Analysis, RBA Research Discussion Papers (1988) Downloads View citations (6) (1988)

Chapters

2016

  1. Complex Decision Making
    Elsevier Downloads View citations (12)

2007

  1. Financial engineering for Australian annuitants
    Chapter 7 in Retirement Provision in Scary Markets, 2007 Downloads View citations (3)
 
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